How do I move music in iTunes

Everytime I move music in my music folder, iTunes says I have to relocate the song manuelly. Is there a way to make iTunes follow the song whever I move it on my computer? I have found one guide, but I must be doing it wrong as it does not work for me.
Thanks.
http://hifiblog.com/past/2006/05/11/howto-move-your-itunes-music-while-preserving-library-data-when-you-dont-let-itunes-manage-your-music-library/
Answer #1
cant you just delete all music from iTunes, then re-import it?
Answer #2
well that would make the whole moving a song without having to re add the song pretty irrelevant.
Answer #3

Tick the box, it copies all the songs added to your library to a data file present in your music folder/itunes directory so you can delete the original or move it or whatever.